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Coin Metrics is pleased to announce the version 2.3 release of our CM Market Data Feed. This release significantly expands the exchanges in our coverage universe, introduces options data, and contains an upgrade to our candles data.
Spot Exchanges
This release includes data from LMAX Digital, a regulated spot exchange that offers several spot markets quoted in fiat currencies. The data types included in this release include the following:
- LMAX: real-time trades and candles for all spot markets. Partial history is available.
Futures Exchanges
This release also includes data from CME Group and Bybit. CME Group operates a regulated derivatives exchange that offers several futures contracts for Bitcoin and Ethereum. Bybit is a cryptocurrency futures exchange that offers several inverse perpetual, linear perpetual, and inverse futures contracts across many assets. The data types included in this release include the following:
- CME: Real-time contract specifications, trades, candles, and open interest for Bitcoin and Ethereum contracts. Full historical data is available for Bitcoin contracts and partial historical data is available for Ethereum contracts.
- ByBit: Real-time and contract specifications, trades, and candles for all contracts. Full historical data is available.
For more information on our futures-related data, please see our previous release announcement or our Futures Data Primer which provides an introduction to the basics of futures data.
Options Exchanges
Options markets are a new market type included in this release. This release includes options data from Deribit and OKEx. Deribit is a derivatives exchange and offers several european-style options contracts for Bitcoin and Ethereum. OKEx is a cryptocurrency exchange that offers several european-style options contracts for Bitcoin, Ethereum, and EOS. The data types included in this release include the following:
- Deribit: Real-time contract specifications and trades for all options contracts. Partial historical data is available.
- OKEx: Real-time contract specifications and trades for all options contracts. Partial historical data is available.
Options data is an active area of development for Coin Metrics. In future releases, we plan on including data from additional options exchanges and serving options-specific data types such as open interest, implied volatility, and more.
Candles Upgrades
This release contains an upgrade to our candles data. Both spot and futures market candles data are now available at the 1 minute frequency in addition to the 5 minute, 10 minute, 15 minute, 1 hour, 4 hour, and 1 day frequencies. In addition, all candles are now gapless. We fill forward candles through time by setting the open, high, low, and close to the close of the previous candle, setting the VWAP to the VWAP of the previous candle, and setting the volume to zero.
About CM Market Data Feed
The CM Market Data Feed provides access to historical and real-time data from the world’s leading spot and derivatives crypto exchanges. Our coverage universe currently consists of 1,959 assets, 34 exchanges, 11,101 spot markets, 5,447 futures markets, and 3,487 options markets. We offer a wide range of harmonized datasets such as trades, candles, order book snapshots, several futures-specific data types, several options-specific data types and more. More detailed and up-to-date information can be found at the Coin Metrics Data Encyclopedia.
Please contact Coin Metrics through our website or at [email protected] for more information on the CM Market Feed.
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